Gold And Precious Fund Market Value
| USERX Fund | USD 17.59 0.01 0.06% |
| Symbol | Gold |
Gold And 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Gold And's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Gold And.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Gold And on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Gold And Precious or generate 0.0% return on investment in Gold And over 90 days. Gold And is related to or competes with Pgim Conservative, Global Diversified, Elfun Diversified, Invesco Diversified, and Harbor Diversified. Under normal market conditions, the fund will invest at least 80 percent of its net assets in equity and equity-related ... More
Gold And Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Gold And's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Gold And Precious upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | 0.0028 | |||
| Maximum Drawdown | 11.04 | |||
| Value At Risk | (3.05) | |||
| Potential Upside | 2.86 |
Gold And Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gold And's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gold And's standard deviation. In reality, there are many statistical measures that can use Gold And historical prices to predict the future Gold And's volatility.| Risk Adjusted Performance | 0.0756 | |||
| Jensen Alpha | 0.2539 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0025 | |||
| Treynor Ratio | (0.15) |
Gold And Precious Backtested Returns
At this stage we consider Gold Mutual Fund to be not too volatile. Gold And Precious holds Efficiency (Sharpe) Ratio of 0.0523, which attests that the entity had a 0.0523 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Gold And Precious, which you can use to evaluate the volatility of the entity. Please check out Gold And's Downside Deviation of 2.1, risk adjusted performance of 0.0756, and Market Risk Adjusted Performance of (0.14) to validate if the risk estimate we provide is consistent with the expected return of 0.1%. The fund retains a Market Volatility (i.e., Beta) of -0.9, which attests to possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Gold And are expected to decrease slowly. On the other hand, during market turmoil, Gold And is expected to outperform it slightly.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Gold And Precious has insignificant reverse predictability. Overlapping area represents the amount of predictability between Gold And time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gold And Precious price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Gold And price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Gold And Precious lagged returns against current returns
Autocorrelation, which is Gold And mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Gold And's mutual fund expected returns. We can calculate the autocorrelation of Gold And returns to help us make a trade decision. For example, suppose you find that Gold And has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Gold And regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Gold And mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gold And mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gold And mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Gold And Lagged Returns
When evaluating Gold And's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gold And mutual fund have on its future price. Gold And autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Gold And autocorrelation shows the relationship between Gold And mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Gold And Precious.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Gold Mutual Fund
Gold And financial ratios help investors to determine whether Gold Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Gold with respect to the benefits of owning Gold And security.
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated |